[Depmix-commits] r149 - in trunk: . R man tests

[noreply at r-forge.r-project.org]

Author: ingmarvisser
Date: 2008-06-10 16:09:26 +0200 (Tue, 10 Jun 2008)
New Revision: 149

Added:
   trunk/R/forwardbackward.R
   trunk/man/forwardbackward.Rd
Modified:
   trunk/DESCRIPTION
   trunk/NAMESPACE
   trunk/R/allGenerics.R
   trunk/man/posterior.Rd
   trunk/tests/depmixNew-test2.R
Log:
Added forwardbackward, user accessible function to get the forward and backward variables

Modified: trunk/DESCRIPTION
===================================================================
--- trunk/DESCRIPTION	2008-06-10 13:16:50 UTC (rev 148)
+++ trunk/DESCRIPTION	2008-06-10 14:09:26 UTC (rev 149)
@@ -1,6 +1,6 @@
 Package: depmixS4
-Version: 0.1-0
-Date: 2008-03-23
+Version: 0.2-0
+Date: 2008-06-09
 Title: Dependent Mixture Models
 Author: Ingmar Visser <i.visser at uva.nl>, Maarten Speekenbrink <m.speekenbrink at ucl.ac.uk>
 Maintainer: Ingmar Visser <i.visser at uva.nl>

Modified: trunk/NAMESPACE
===================================================================
--- trunk/NAMESPACE	2008-06-10 13:16:50 UTC (rev 148)
+++ trunk/NAMESPACE	2008-06-10 14:09:26 UTC (rev 149)
@@ -6,11 +6,11 @@
 	makeDepmix,
 	lystig,
 	fb,
+	forwardbackward,
 	llratio,
 	multinomial,
 	em,
 	viterbi,
-	viterbi.fb,
 	mlogit
 )
 

Modified: trunk/R/allGenerics.R
===================================================================
--- trunk/R/allGenerics.R	2008-06-10 13:16:50 UTC (rev 148)
+++ trunk/R/allGenerics.R	2008-06-10 14:09:26 UTC (rev 149)
@@ -3,7 +3,7 @@
 # Ingmar Visser, 23-3-2008
 # 
 
-.First.lib <- function(lib, pkg) {
+.First.lib <- function(lib, pkg) { 
  	require(nnet)
 }
 
@@ -38,6 +38,8 @@
 
 setGeneric("posterior", function(object, ...) standardGeneric("posterior"))
 
+setGeneric("forwardbackward", function(object, ...) standardGeneric("forwardbackward"))
+
 setGeneric("simulate", function(object, ...) standardGeneric("simulate"))
 
 setGeneric("predict", function(object, ...) standardGeneric("predict"))

Added: trunk/R/forwardbackward.R
===================================================================
--- trunk/R/forwardbackward.R	                        (rev 0)
+++ trunk/R/forwardbackward.R	2008-06-10 14:09:26 UTC (rev 149)
@@ -0,0 +1,13 @@
+# 
+# Ingmar Visser
+# 
+# FORWARD-BACKWARD function, user interface, 10-06-2008
+# 
+
+setMethod("forwardbackward","depmix",
+	function(object, return.all=TRUE, ...) {
+	fb(init=object at init,A=object at trDens,B=object at dens,ntimes=ntimes(object), 
+		stationary=object at stationary,return.all=return.all)
+}
+
+
Added: trunk/man/forwardbackward.Rd
===================================================================
--- trunk/man/forwardbackward.Rd	                        (rev 0)
+++ trunk/man/forwardbackward.Rd	2008-06-10 14:09:26 UTC (rev 149)
@@ -0,0 +1,67 @@
+\name{forwardbackward}
+
+\alias{forwardbackward}
+
+\alias{forwardbackward,depmix-method}
+
+\title{ Forward and backward variables }
+
+\description{
+
+	Compute the forward and backward variables of a \code{depmix} object.
+
+}
+
+\usage{
+
+	\S4method{posterior}{depmix}(object, return.all=TRUE, ...)
+
+}
+
+\arguments{
+  
+	\item{object}{A depmix object.}
+  	
+	\item{return.all}{If FALSE, only gamma and xi and the log likelihood
+	are returned (which are the only variables needed in using EM).}
+  	
+	\item{\dots}{Not currently used.}
+
+}
+
+\value{
+	
+	\code{forwardbackward} returns a list of the following (the variables 
+	are named after the notation from Rabiner (1989).
+
+	\item{alpha}{The forward variables.}
+	
+	\item{beta}{The backward variables.}
+	
+	\item{gamma}{The smoothed transition probabilities.}
+	
+	\item{xi}{The smoothed state probabilities.}
+	
+	\item{sca}{The scale factors (called lambda in Rabiner).}
+	
+	\item{logLike}{The log likelihood (which is \code{sum(log(sca))}.}
+	
+	If return.all=FALSE, only gamma, xi and the log likelihood are returned.
+}
+
+\references{ 	
+
+	Lawrence R. Rabiner (1989).  A tutorial on hidden Markov models and
+	selected applications in speech recognition.  \emph{Proceedings of
+	IEEE}, 77-2, p.  267-295. 
+
+}
+
+\author{ Ingmar Visser }
+
+\examples{
+	# add some later
+}
+
+\keyword{ methods }
+

Modified: trunk/man/posterior.Rd
===================================================================
--- trunk/man/posterior.Rd	2008-06-10 13:16:50 UTC (rev 148)
+++ trunk/man/posterior.Rd	2008-06-10 14:09:26 UTC (rev 149)
@@ -8,7 +8,7 @@
 
 \description{
 
-	Compute the posterior states for a (fitted) depmix object.  In the case
+	Return the posterior states for a fitted depmix object.  In the case
 	of a latent class or mixture model these are the class probabilities.
 
 }

Modified: trunk/tests/depmixNew-test2.R
===================================================================
--- trunk/tests/depmixNew-test2.R	2008-06-10 13:16:50 UTC (rev 148)
+++ trunk/tests/depmixNew-test2.R	2008-06-10 14:09:26 UTC (rev 149)
@@ -32,20 +32,14 @@
 mod <- depmix(list(rt~1,corr~1),data=speed,transition=~Pacc,nstates=2,family=list(gaussian(),multinomial()),
 	respstart=resp,trstart=trstart,instart=instart)
 
-logLik(mod)
+mod2 <- fit(mod,meth="EM")
 
-mod1 <- fit(mod)
-ll <- logLik(mod1)
+ll <- logLik(mod2)
 
 cat("Test 1: ", ll, "(loglike of speed data with covariate, hopefully better than 300.5701) \n")
 
-mod2 <- fit(mod,meth="EM")
-
-post <- cbind(viterbi(mod1),speed$Pacc)
-
-
 # 
-# now constrain the initial state probs to be 0 and 1
+# now constrain the initial state probs to be 0 and 1 
 # also constrain the guessing probs to be 0.5 and 0.5 
 #